I do start with at least 3 very small stitches and try to remember to do the same at the end. Sometimes I do forget. I try to check my threads as I go and if I can pull the bobbin thread up with the top thread, I pull it up and tie it. I use a self-threading needle, which sits right next to my machine and with it, I bury the threads as I go. I always hated this part but the self-threading needles have really made it fast and simple.